Strategy Tester Report
DailyPivot
BlueberryMarkets-Demo (Build 1415)

SymbolSP500 (SPX500 Cash)
Period15 Minutes (M15) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersTDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=7; VolumeRequiredPct=80; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=3; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=80; StopLoss=50; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; CSHelp="------------------------------------"; TZ_Management=0; MHelp="************************************"; BTBHelp="------------------------------------"; TZ_UpperLevel=0; TZ_LowerLevel=0; CPLHelp="------------------------------------"; AccEq_HighAmount=0; AccEq_LowAmount=0; DTMHelp="************************************"; DailyTradingMode=1; CDPHelp="------------------------------------"; Run_TargetProfitAmount=600; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=600; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=17; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; MSHelp="************************************"; MaxSpread=6; MaxNewBarEntryDelay=60; CloseoutTextColour=Gray; CloseoutTextDisplay=1; EW_StartHourColour=DarkViolet; EW_UntilHourColour=Magenta; EW_CloseoutColour=DarkOrange; TZ_LowerLevelColour=DarkViolet; TZ_UpperLevelColour=DarkViolet; CFDTickScaling=2; MagicNumber=120826;
Bars in test23902Ticks modelled46804Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit6079.97Gross profit31712.04Gross loss-25632.06
Profit factor1.24Expected payoff12.48
Absolute drawdown702.79Maximal drawdown1145.95 (10.14%)Relative drawdown10.14% (1145.95)
Total trades487Short positions (won %)254 (44.49%)Long positions (won %)233 (56.22%)
Profit trades (% of total)244 (50.10%)Loss trades (% of total)243 (49.90%)
Largestprofit trade800.00loss trade-500.00
Averageprofit trade129.97loss trade-105.48
Maximumconsecutive wins (profit in money)7 (329.21)consecutive losses (loss in money)7 (-655.50)
Maximalconsecutive profit (count of wins)1024.30 (4)consecutive loss (count of losses)-747.30 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.01 17:00sell11.003962.200.000.00
22023.03.01 17:00modify11.003962.204012.203882.20
32023.03.01 19:00buy21.003953.420.000.00
42023.03.01 19:00modify21.003953.423903.424033.42
52023.03.01 23:00close21.003953.643903.424033.422.2010002.20
62023.03.01 23:00close11.003954.244012.203882.2079.6010081.80
72023.03.02 17:00buy31.003943.790.000.00
82023.03.02 17:00modify31.003943.793893.794023.79
92023.03.02 19:00sell41.003965.890.000.00
102023.03.02 19:00modify41.003965.894015.893885.89
112023.03.02 23:00close41.003979.164015.893885.89-132.709949.10
122023.03.02 23:00close31.003978.563893.794023.79347.7010296.80
132023.03.03 17:00sell51.004023.420.000.00
142023.03.03 17:00modify51.004023.424073.423943.42
152023.03.05 23:00close51.004045.264073.423943.42-218.2910078.51
162023.03.06 17:00buy61.004072.160.000.00
172023.03.06 17:00modify61.004072.164022.164152.16
182023.03.06 23:00close61.004049.774022.164152.16-223.909854.61
192023.03.07 17:00buy71.004003.270.000.00
202023.03.07 17:00modify71.004003.273953.274083.27
212023.03.07 21:00sell81.003987.180.000.00
222023.03.07 21:00modify81.003987.184037.183907.18
232023.03.07 23:00close81.003987.634037.183907.18-4.509850.11
242023.03.07 23:00close71.003987.033953.274083.27-162.409687.71
252023.03.08 17:00sell91.003996.890.000.00
262023.03.08 17:00modify91.003996.894046.893916.89
272023.03.08 19:00buy101.003973.540.000.00
282023.03.08 19:00modify101.003973.543923.544053.54
292023.03.08 23:00close101.003993.813923.544053.54202.709890.41
302023.03.08 23:00close91.003994.414046.893916.8924.809915.21
312023.03.09 17:00buy111.003994.150.000.00
322023.03.09 17:00modify111.003994.153944.154074.15
332023.03.09 19:45s/l111.003944.153944.154074.15-500.009415.21
342023.03.09 19:45buy121.003948.920.000.00
352023.03.09 19:45modify121.003948.923898.924028.92
362023.03.09 20:00close121.003937.123898.924028.92-118.009297.21
372023.03.10 17:00sell131.003901.150.000.00
382023.03.10 17:00modify131.003901.153951.153821.15
392023.03.10 19:00buy141.003851.710.000.00
402023.03.10 19:00modify141.003851.713801.713931.71
412023.03.12 22:00buy151.003888.000.000.00
422023.03.12 22:00modify151.003888.003838.003968.00
432023.03.12 22:30close151.003910.793838.003968.00227.909525.11
442023.03.12 22:30close141.003910.793801.713931.71589.7910114.91
452023.03.12 22:30close131.003911.393951.153821.15-102.2910012.62
462023.03.13 17:00buy161.003870.530.000.00
472023.03.13 17:00modify161.003870.533820.533950.53
482023.03.13 19:00sell171.003888.210.000.00
492023.03.13 19:00modify171.003888.213938.213808.21
502023.03.13 23:00close171.003869.053938.213808.21191.6010204.22
512023.03.13 23:00close161.003868.453820.533950.53-20.8010183.42
522023.03.14 17:00buy181.003916.700.000.00
532023.03.14 17:00modify181.003916.703866.703996.70
542023.03.14 19:45sell191.003898.690.000.00
552023.03.14 19:45modify191.003898.693948.693818.69
562023.03.14 23:00close191.003915.503948.693818.69-168.1010015.32
572023.03.14 23:00close181.003914.903866.703996.70-18.009997.32
582023.03.15 17:00buy201.003841.220.000.00
592023.03.15 17:00modify201.003841.223791.223921.22
602023.03.15 19:00sell211.003886.990.000.00
612023.03.15 19:00modify211.003886.993936.993806.99
622023.03.15 23:00close211.003896.353936.993806.99-93.609903.72
632023.03.15 23:00close201.003895.753791.223921.22545.3010449.02
642023.03.16 17:00sell221.003952.880.000.00
652023.03.16 17:00modify221.003952.884002.883872.88
662023.03.16 19:00buy231.003953.340.000.00
672023.03.16 19:00modify231.003953.343903.344033.34
682023.03.16 23:00close231.003959.603903.344033.3462.6010511.62
692023.03.16 23:00close221.003960.204002.883872.88-73.2010438.42
702023.03.17 17:00buy241.003919.440.000.00
712023.03.17 17:00modify241.003919.443869.443999.44
722023.03.17 19:45sell251.003918.830.000.00
732023.03.17 19:45modify251.003918.833968.833838.83
742023.03.19 22:15sell261.003930.450.000.00
752023.03.19 22:15modify261.003930.453980.453850.45
762023.03.19 23:00close261.003938.183980.453850.45-77.3010361.12
772023.03.19 23:00close251.003938.183968.833838.83-193.3910167.74
782023.03.19 23:00close241.003937.583869.443999.44180.3910348.13
792023.03.20 17:00buy271.003946.100.000.00
802023.03.20 17:00modify271.003946.103896.104026.10
812023.03.20 19:45sell281.003947.250.000.00
822023.03.20 19:45modify281.003947.253997.253867.25
832023.03.20 23:00close281.003954.303997.253867.25-70.5010277.63
842023.03.20 23:00close271.003953.703896.104026.1076.0010353.63
852023.03.21 17:15buy291.003982.580.000.00
862023.03.21 17:15modify291.003982.583932.584062.58
872023.03.21 19:45sell301.004009.230.000.00
882023.03.21 19:45modify301.004009.234059.233929.23
892023.03.21 23:00close301.004004.114059.233929.2351.2010404.83
902023.03.21 23:00close291.004003.513932.584062.58209.3010614.13
912023.03.22 18:15sell311.004006.250.000.00
922023.03.22 18:15modify311.004006.254056.253926.25
932023.03.22 20:00close311.003937.474056.253926.25687.8011301.93
942023.03.23 17:00buy321.003981.800.000.00
952023.03.23 17:00modify321.003981.803931.804061.80
962023.03.23 18:45s/l321.003931.803931.804061.80-500.0010801.93
972023.03.23 18:45buy331.003925.910.000.00
982023.03.23 18:45modify331.003925.913875.914005.91
992023.03.23 23:00close331.003949.483875.914005.91235.7011037.63
1002023.03.24 17:00sell341.003947.500.000.00
1012023.03.24 17:00modify341.003947.503997.503867.50
1022023.03.26 22:15sell351.003986.330.000.00
1032023.03.26 22:15modify351.003986.334036.333906.33
1042023.03.26 23:00close351.003990.294036.333906.33-39.6010998.03
1052023.03.26 23:00close341.003990.293997.503867.50-427.7910570.24
1062023.03.27 17:00buy361.003979.660.000.00
1072023.03.27 17:00modify361.003979.663929.664059.66
1082023.03.27 19:15sell371.003989.500.000.00
1092023.03.27 19:15modify371.003989.504039.503909.50
1102023.03.27 23:00close371.003983.474039.503909.5060.3010630.54
1112023.03.27 23:00close361.003982.873929.664059.6632.1010662.64
1122023.03.28 17:15buy381.003963.870.000.00
1132023.03.28 17:15modify381.003963.873913.874043.87
1142023.03.28 19:45sell391.003963.250.000.00
1152023.03.28 19:45modify391.003963.254013.253883.25
1162023.03.28 23:00close391.003977.304013.253883.25-140.5010522.14
1172023.03.28 23:00close381.003976.703913.874043.87128.3010650.44
1182023.03.29 19:15sell401.004020.830.000.00
1192023.03.29 19:15modify401.004020.834070.833940.83
1202023.03.29 23:00close401.004026.024070.833940.83-51.9010598.54
1212023.03.30 17:00buy411.004038.450.000.00
1222023.03.30 17:00modify411.004038.453988.454118.45
1232023.03.30 20:00sell421.004050.930.000.00
1242023.03.30 20:00modify421.004050.934100.933970.93
1252023.03.30 23:00close421.004051.934100.933970.93-10.0010588.54
1262023.03.30 23:00close411.004051.333988.454118.45128.8010717.34
1272023.03.31 19:15sell431.004094.340.000.00
1282023.03.31 19:15modify431.004094.344144.344014.34
1292023.04.02 22:15sell441.004097.020.000.00
1302023.04.02 22:15modify441.004097.024147.024017.02
1312023.04.02 23:00close441.004104.244147.024017.02-72.2010645.14
1322023.04.02 23:00close431.004104.244144.344014.34-98.8910546.26
1332023.04.03 17:00sell451.004106.960.000.00
1342023.04.03 17:00modify451.004106.964156.964026.96
1352023.04.03 23:00close451.004119.474156.964026.96-125.1010421.16
1362023.04.04 17:00buy461.004098.080.000.00
1372023.04.04 17:00modify461.004098.084048.084178.08
1382023.04.04 20:00sell471.004101.020.000.00
1392023.04.04 20:00modify471.004101.024151.024021.02
1402023.04.04 23:00close471.004104.294151.024021.02-32.7010388.46
1412023.04.04 23:00close461.004103.694048.084178.0856.1010444.56
1422023.04.05 17:00buy481.004074.610.000.00
1432023.04.05 17:00modify481.004074.614024.614154.61
1442023.04.05 19:00sell491.004088.190.000.00
1452023.04.05 19:00modify491.004088.194138.194008.19
1462023.04.05 23:00close491.004086.934138.194008.1912.6010457.16
1472023.04.05 23:00close481.004086.334024.614154.61117.2010574.36
1482023.04.06 17:15sell501.004100.540.000.00
1492023.04.06 17:15modify501.004100.544150.544020.54
1502023.04.06 19:15buy511.004100.900.000.00
1512023.04.06 19:15modify511.004100.904050.904180.90
1522023.04.06 23:00close511.004101.444050.904180.905.4010579.76
1532023.04.06 23:00close501.004102.044150.544020.54-15.0010564.76
1542023.04.09 22:00sell521.004110.360.000.00
1552023.04.09 22:00modify521.004110.364160.364030.36
1562023.04.09 23:00close521.004112.734160.364030.36-23.7010541.06
1572023.04.10 17:00sell531.004095.790.000.00
1582023.04.10 17:00modify531.004095.794145.794015.79
1592023.04.10 23:00close531.004112.454145.794015.79-166.6010374.46
1602023.04.11 17:00sell541.004116.970.000.00
1612023.04.11 17:00modify541.004116.974166.974036.97
1622023.04.11 20:00buy551.004110.340.000.00
1632023.04.11 20:00modify551.004110.344060.344190.34
1642023.04.11 23:00close551.004111.034060.344190.346.9010381.36
1652023.04.11 23:00close541.004111.634166.974036.9753.4010434.76
1662023.04.12 17:00sell561.004121.430.000.00
1672023.04.12 17:00modify561.004121.434171.434041.43
1682023.04.12 19:00buy571.004103.400.000.00
1692023.04.12 19:00modify571.004103.404053.404183.40
1702023.04.12 23:00close571.004085.264053.404183.40-181.4010253.36
1712023.04.12 23:00close561.004085.864171.434041.43355.7010609.06
1722023.04.13 17:00sell581.004126.800.000.00
1732023.04.13 17:00modify581.004126.804176.804046.80
1742023.04.13 23:00close581.004144.844176.804046.80-180.4010428.66
1752023.04.14 17:00buy591.004116.020.000.00
1762023.04.14 17:00modify591.004116.024066.024196.02
1772023.04.14 19:00sell601.004132.490.000.00
1782023.04.14 19:00modify601.004132.494182.494052.49
1792023.04.16 22:15sell611.004145.620.000.00
1802023.04.16 22:15modify611.004145.624195.624065.62
1812023.04.16 23:00close611.004148.234195.624065.62-26.1010402.56
1822023.04.16 23:00close601.004148.234182.494052.49-157.2910245.27
1832023.04.16 23:00close591.004147.634066.024196.02315.0910560.36
1842023.04.17 17:00buy621.004130.330.000.00
1852023.04.17 17:00modify621.004130.334080.334210.33
1862023.04.17 19:00sell631.004139.120.000.00
1872023.04.17 19:00modify631.004139.124189.124059.12
1882023.04.17 23:00close631.004151.064189.124059.12-119.4010440.96
1892023.04.17 23:00close621.004150.464080.334210.33201.3010642.26
1902023.04.18 17:00sell641.004149.660.000.00
1912023.04.18 17:00modify641.004149.664199.664069.66
1922023.04.18 19:30buy651.004152.780.000.00
1932023.04.18 19:30modify651.004152.784102.784232.78
1942023.04.18 23:00close651.004153.324102.784232.785.4010647.66
1952023.04.18 23:00close641.004153.924199.664069.66-42.6010605.06
1962023.04.19 17:00sell661.004152.640.000.00
1972023.04.19 17:00modify661.004152.644202.644072.64
1982023.04.19 19:45buy671.004153.780.000.00
1992023.04.19 19:45modify671.004153.784103.784233.78
2002023.04.19 23:00close671.004144.054103.784233.78-97.3010507.76
2012023.04.19 23:00close661.004144.654202.644072.6479.9010587.66
2022023.04.20 17:00sell681.004143.390.000.00
2032023.04.20 17:00modify681.004143.394193.394063.39
2042023.04.20 19:00buy691.004128.130.000.00
2052023.04.20 19:00modify691.004128.134078.134208.13
2062023.04.20 23:00close691.004129.594078.134208.1314.6010602.26
2072023.04.20 23:00close681.004130.194193.394063.39132.0010734.26
2082023.04.21 17:00sell701.004127.220.000.00
2092023.04.21 17:00modify701.004127.224177.224047.22
2102023.04.21 19:15buy711.004127.120.000.00
2112023.04.21 19:15modify711.004127.124077.124207.12
2122023.04.23 23:00close711.004128.464077.124207.1212.3910746.65
2132023.04.23 23:00close701.004129.064177.224047.22-18.2910728.37
2142023.04.24 17:00sell721.004127.720.000.00
2152023.04.24 17:00modify721.004127.724177.724047.72
2162023.04.24 23:00close721.004134.384177.724047.72-66.6010661.77
2172023.04.25 17:00buy731.004097.820.000.00
2182023.04.25 17:00modify731.004097.824047.824177.82
2192023.04.25 22:00sell741.004089.390.000.00
2202023.04.25 22:00modify741.004089.394139.394009.39
2212023.04.25 23:00close741.004090.704139.394009.39-13.1010648.67
2222023.04.25 23:00close731.004090.104047.824177.82-77.2010571.47
2232023.04.26 17:00buy751.004078.240.000.00
2242023.04.26 17:00modify751.004078.244028.244158.24
2252023.04.26 22:00sell761.004065.090.000.00
2262023.04.26 22:00modify761.004065.094115.093985.09
2272023.04.26 23:00close761.004064.964115.093985.091.3010572.77
2282023.04.26 23:00close751.004064.364028.244158.24-138.8010433.97
2292023.04.27 17:00sell771.004109.120.000.00
2302023.04.27 17:00modify771.004109.124159.124029.12
2312023.04.27 22:15buy781.004130.520.000.00
2322023.04.27 22:15modify781.004130.524080.524210.52
2332023.04.27 23:00close781.004130.144080.524210.52-3.8010430.17
2342023.04.27 23:00close771.004130.744159.124029.12-216.2010213.97
2352023.04.28 17:00sell791.004165.190.000.00
2362023.04.28 17:00modify791.004165.194215.194085.19
2372023.04.28 19:00buy801.004158.980.000.00
2382023.04.28 19:00modify801.004158.984108.984238.98
2392023.04.30 22:00sell811.004170.380.000.00
2402023.04.30 22:00modify811.004170.384220.384090.38
2412023.04.30 23:00close811.004165.924220.384090.3844.6010258.57
2422023.04.30 23:00close801.004165.324108.984238.9862.3910320.96
2432023.04.30 23:00close791.004165.924215.194085.19-7.1910313.78
2442023.05.01 17:00sell821.004182.570.000.00
2452023.05.01 17:00modify821.004182.574232.574102.57
2462023.05.01 19:00buy831.004172.550.000.00
2472023.05.01 19:00modify831.004172.554122.554252.55
2482023.05.01 23:00close831.004160.614122.554252.55-119.4010194.38
2492023.05.01 23:00close821.004161.214232.574102.57213.6010407.98
2502023.05.02 17:00sell841.004107.610.000.00
2512023.05.02 17:00modify841.004107.614157.614027.61
2522023.05.02 23:00close841.004117.064157.614027.61-94.5010313.48
2532023.05.03 17:00sell851.004132.230.000.00
2542023.05.03 17:00modify851.004132.234182.234052.23
2552023.05.03 19:30buy861.004099.650.000.00
2562023.05.03 19:30modify861.004099.654049.654179.65
2572023.05.03 23:00close861.004072.304049.654179.65-273.5010039.98
2582023.05.03 23:00close851.004072.904182.234052.23593.3010633.28
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